RISK - Senior Transaction Analyst

The mission of RISK Global Markets (RISK GM) is to provide Senior Management of the Group, of the Operating Divisions, and of RISK with full transparency and dynamic analysis of the risks managed by CIB's Global Markets Units (GM). Specifically, RISK GM mandate is to provide Senior Management with a consolidated and dynamic view of the market, counterparty and liquidity risk profile of GM activities.

The scope of RISK GM is:

Maintain and deliver day to day risk management excellence and expertise

Develop further our capacity to anticipate on events, to innovate, to identify emerging risks and think out of the box

Contribute to the definition of the Group's risk appetite, its risk decision making process and the optimization of capital allocation to support the development of the Operating Divisions

Contribute, when suitable beyond our perimeter, to the success of the large projects of the Bank and the department, whether regulation oriented or not

Enable industrialization to increase efficiency

Interact in an efficient and benevolent way with our colleagues from the other streams and domain

Within RISK GM, the Transaction, Securities and Frameworks (TSF) team is the transversal team responsible for pre-trade analysis, being the prime interlocutor to structuring and marketing. Its mission is to focus specifically on new complex/structured transactions that have either new features or specificities that make them riskier such as wrong way risk, funding, modeling, counterparty risk or operational issues.

The team is representing RISK for most pre-trade approval committees (Transaction Approval Committees "TAC", Securitization Credit Committees "SCC", CIB underwriting committees (bond and equity underlying), The team is also in charge of representing RISK for new activity approvals ("NAC"). In the recent year, various activities involving new complex indices, new types of derivatives (hybrid or new format) or new types of risk (such as prepayment or basis risk) have been analyzed and coordinated by the TSF team.

In summary, the Transaction Securitisation and Frameworks (TSF) team is a transversal team responsible for the following:

Analysis of new activity and exceptional transaction approvals, primarily generated by the Global Markets business line, representing RISK in the TAC/NAC Validation Committees.

Credit review and delegation for securitisation activities, structured credit vehicles and other SPV counterparties, monitoring of the market risk for Primary & Securitisation

l Responsible for the governance, and for selecting, prioritizing, planning, & validating Frameworks for RISK GM, acting as the point of contact of the Metiers & other RISK GM teams. RISK GM’s point of contact “by default” for all other transactions

l Ensure strong communication and co-ordination within all RISK teams in order to provide an holistic approach to market and counterparty risk issues

Ø Education: 4-Year College Degree orMaster’s level in Finance or Economics or Engineering

Ø Experience: The candidate will be able to identify, analyze, and ensure proper qualitative and quantitative risk analysis in new traded instruments. Risks reviewed include market, counterparty, legal, regulatory, compliance risks and their convergence in the structures/products proposed by Global Markets activities.

We are looking for a senior team member with market risk/structuring experience with good product knowledge in derivatives across various asset classes (FX/IR/Credit/EQD/Commodities).

- Good interpersonal skills, able to deal efficiently and effectively with front office staff

- Team-player with common sense

- Working under pressure and deliver the task / project completed on time

Ø Requirement and Competencies:

- To apply the relevant RISK policies and procedures when appropriate.

- To recognize when a trade requests may need a Transaction Approval Committee (TAC) and New Activity Approvals (NAC).

- To be fully conversant in the analytical methodologies applied by the Bank to quantify the counterparty credit risks and Market Risk associated with derivative transactions and continue to enhance expertise in the Bank’s risk calculation system.

- To proactively assist business lines with structured transactions to ensure that all risks are identified and to propose appropriate risk mitigation techniques if required or deemed necessary.

- To establish and maintain strong communications lines with front line businesses and other RISK management teams, as well as other Functions - Legal, Compliance, ITO Middle Office, Collateral Management, Finance, Tax.